Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.50% | 98.90 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,292 CHF | 248,542 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 98.98 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,321 CHF | 248,571 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 98.88 % | 99.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,164 CHF | 248,414 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 98.94 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,224 CHF | 248,474 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 99.16 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,972 CHF | 249,222 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 99.14 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,867 CHF | 249,117 CHF | 99.22% | 99.22% |
05/07/2024 | 0.50% | 99.09 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,106 CHF | 249,356 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.24 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,010 CHF | 249,260 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 99.13 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,704 CHF | 248,954 CHF | 99.79% | 99.79% |
02/07/2024 | 0.50% | 98.80 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,930 CHF | 248,180 CHF | 100.00% | 100.00% |